Deng Ding

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations	2024-06-24	Paper
A linearized fourth-order compact ADI method for phytoplankton-zooplankton model arising in marine ecosystem	2024-04-11	Paper
Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control	2023-10-25	Paper
A linearized compact ADI numerical method for the two-dimensional nonlinear delayed Schrödinger equation	2021-11-15	Paper
Exponential stability of stochastic cellular neural networks with mixed delays	2021-10-01	Paper
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models	2021-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q5143795	2021-01-14	Paper
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models	2020-10-07	Paper
Existence and exponential stability of anti-periodic solutions for interval general bidirectional associative memory neural networks with multiple delays	2018-11-29	Paper
Determining the integrated volatility via limit order books with multiple records	2018-11-19	Paper
A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models	2018-07-12	Paper
A regression-based numerical scheme for backward stochastic differential equations	2018-02-07	Paper
Mean square exponential stability of stochastic Hopfield neural networks with mixed delays	2017-09-28	Paper
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation	2017-09-12	Paper
Certain subclasses of multivalent functions defined by higher-order derivative	2017-05-29	Paper
Circulant preconditioning technique for barrier options pricing under fractional diffusion models	2016-04-29	Paper
Preconditioned iterative methods for fractional diffusion models in finance	2016-01-15	Paper
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions	2013-10-22	Paper
An efficient algorithm for Bermudan barrier option pricing	2013-01-24	Paper
An efficient Bayesian iterative method for solving linear systems	2013-01-24	Paper
Efficient option pricing methods based on Fourier series expansions	2012-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q3007374	2011-06-21	Paper
Numerical solutions for reflected stochastic differential equations	2010-02-24	Paper
Numerical comparison of Monte Carlo methods for linear systems	2010-02-24	Paper
The martingale approach for credit-risky exchange option pricing	2009-05-26	Paper
The filtering problem in duals of nuclear Frechet spaces	2009-02-03	Paper
A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\)	2008-09-11	Paper
The martingale approach for credit-risky option pricing	2008-08-06	Paper
A simple analytical and numerical approach for pricing compound options	2008-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q4517637	2001-09-02	Paper
https://portal.mardi4nfdi.de/entity/Q4528457	2001-08-02	Paper
A note on stochastic optimal control of reflected diffusions with jumps	2001-05-02	Paper
https://portal.mardi4nfdi.de/entity/Q4525913	2001-04-02	Paper
https://portal.mardi4nfdi.de/entity/Q4516405	2000-11-28	Paper
A note on probabilistic interpretation for quasilinear mixed boundary problems	1998-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q4842786	1995-10-23	Paper

Research outcomes over time

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